Bibliographic Review on Distributed Kalman Filtering

In recent years, a compelling need has arisen to understand the effects of distributed information structures on estimation and filtering. In this paper, a bibliographical review on distributed Kalman filtering (DKF) is provided.\ud The paper contains a classification of different approaches and methods involved to DKF. The applications of DKF are also discussed and explained separately. A comparison of different approaches is briefly carried out. Focuses on the contemporary research are also addressed with emphasis on the practical applications of the techniques. An exhaustive list of publications, linked directly or indirectly to DKF in the open literature, is compiled to provide an overall picture of different developing aspects of this area

Cooperative localization by dual foot-mounted inertial sensors and inter-agent ranging

The implementation challenges of cooperative localization by dual foot-mounted inertial sensors and inter-agent ranging are discussed and work on the subject is reviewed. System architecture and sensor fusion are identified as key challenges. A partially decentralized system architecture based on step-wise inertial navigation and step-wise dead reckoning is presented. This architecture is argued to reduce the computational cost and required communication bandwidth by around two orders of magnitude while only giving negligible information loss in comparison with a naive centralized implementation. This makes a joint global state estimation feasible for up to a platoon-sized group of agents. Furthermore, robust and low-cost sensor fusion for the considered setup, based on state space transformation and marginalization, is presented. The transformation and marginalization are used to give the necessary flexibility for presented sampling based updates for the inter-agent ranging and ranging free fusion of the two feet of an individual agent. Finally, characteristics of the suggested implementation are demonstrated with simulations and a real-time system implementation.Comment: 14 page

Technical Report: Cooperative Multi-Target Localization With Noisy Sensors

This technical report is an extended version of the paper 'Cooperative Multi-Target Localization With Noisy Sensors' accepted to the 2013 IEEE International Conference on Robotics and Automation (ICRA). This paper addresses the task of searching for an unknown number of static targets within a known obstacle map using a team of mobile robots equipped with noisy, limited field-of-view sensors. Such sensors may fail to detect a subset of the visible targets or return false positive detections. These measurement sets are used to localize the targets using the Probability Hypothesis Density, or PHD, filter. Robots communicate with each other on a local peer-to-peer basis and with a server or the cloud via access points, exchanging measurements and poses to update their belief about the targets and plan future actions. The server provides a mechanism to collect and synthesize information from all robots and to share the global, albeit time-delayed, belief state to robots near access points. We design a decentralized control scheme that exploits this communication architecture and the PHD representation of the belief state. Specifically, robots move to maximize mutual information between the target set and measurements, both self-collected and those available by accessing the server, balancing local exploration with sharing knowledge across the team. Furthermore, robots coordinate their actions with other robots exploring the same local region of the environment.Comment: Extended version of paper accepted to 2013 IEEE International Conference on Robotics and Automation (ICRA

Distributed Estimation with Information-Seeking Control in Agent Network

We introduce a distributed, cooperative framework and method for Bayesian estimation and control in decentralized agent networks. Our framework combines joint estimation of time-varying global and local states with information-seeking control optimizing the behavior of the agents. It is suited to nonlinear and non-Gaussian problems and, in particular, to location-aware networks. For cooperative estimation, a combination of belief propagation message passing and consensus is used. For cooperative control, the negative posterior joint entropy of all states is maximized via a gradient ascent. The estimation layer provides the control layer with probabilistic information in the form of sample representations of probability distributions. Simulation results demonstrate intelligent behavior of the agents and excellent estimation performance for a simultaneous self-localization and target tracking problem. In a cooperative localization scenario with only one anchor, mobile agents can localize themselves after a short time with an accuracy that is higher than the accuracy of the performed distance measurements.Comment: 17 pages, 10 figure

Some New Results in Distributed Tracking and Optimization

The current age of Big Data is built on the foundation of distributed systems, and efficient distributed algorithms to run on these systems.With the rapid increase in the volume of the data being fed into these systems, storing and processing all this data at a central location becomes infeasible. Such a central \textit{server} requires a gigantic amount of computational and storage resources. Even when it is possible to have central servers, it is not always desirable, due to privacy concerns. Also, sending huge amounts of data to such servers incur often infeasible bandwidth requirements. In this dissertation, we consider two kinds of distributed architectures: 1) star-shaped topology, where multiple worker nodes are connected to, and communicate with a server, but the workers do not communicate with each other; and 2) mesh topology or network of interconnected workers, where each worker can communicate with a small number of neighboring workers. In the first half of this dissertation (Chapters 2 and 3), we consider distributed systems with mesh topology.We study two different problems in this context. First, we study the problem of simultaneous localization and multi-target tracking. Multiple mobile agents localize themselves cooperatively, while also tracking multiple, unknown number of mobile targets, in the presence of measurement-origin uncertainty. In situations with limited GPS signal availability, agents (like self-driving cars in urban canyons, or autonomous vehicles in hazardous environments) need to rely on inter-agent measurements for localization. The agents perform the additional task of tracking multiple targets (pedestrians and road-signs for self-driving cars). We propose a decentralized algorithm for this problem. To be effective in real-time applications, we propose efficient Gaussian and Gaussian-mixture based filters, rather than the computationally expensive particle-based methods in the existing literature. Our novel factor-graph based approach gives better performance, in terms of both agent localization errors, and target-location and cardinality errors. Next, we study an online convex optimization problem, where a network of agents cooperate to minimize a global time-varying objective function. Only the local functions are revealed to individual agents. The agents also need to satisfy their individual constraints. We propose a primal-dual update based decentralized algorithm for this problem. Under standard assumptions, we prove that the proposed algorithm achieves sublinear regret and constraint violation across the network. In other words, over a long enough time horizon, the decisions taken by the agents are, on average, as good as if all the information was revealed ahead of time. In addition, the individual constraint violations of the agents, averaged over time, are zero. In the next part of the dissertation (Chapters 4), we study distributed systems with a star-shaped topology. The problem we study is distributed nonconvex optimization. With the recent success of deep learning, coupled with the use of distributed systems to solve large-scale problems, this problem has gained prominence over the past decade. The recently proposed paradigm of Federated Learning (which has already been deployed by Google/Apple in Android/iOS phones) has further catalyzed research in this direction. The problem we consider is minimizing the average of local smooth, nonconvex functions. Each node has access only to its own loss function, but can communicate with the server, which aggregates updates from all the nodes, before distributing them to all the nodes. With the advent of more and more complex neural network architectures, these updates can be high dimensional. To save resources, the problem needs to be solved via communication-efficient approaches. We propose a novel algorithm, which combines the idea of variance-reduction, with the paradigm of carrying out multiple local updates at each node before averaging. We prove the convergence of the approach to a first-order stationary point. Our algorithm is optimal in terms of computation, and state-of-the-art in terms of the communication requirements. Lastly in Chapter 5, we consider the situation when the nodes do not have access to function gradients, and need to minimize the loss function using only function values. This problem lies in the domain of zeroth-order optimization. For simplicity of analysis, we study this problem only in the single-node case. This problem finds application in simulation-based optimization, and adversarial example generation for attacking deep neural networks. We propose a novel function value based gradient estimator, which has better variance, and better query-efficiency compared to existing estimators. The proposed estimator covers the most commonly used existing estimators as special cases. We conduct a comprehensive convergence analysis under different conditions. We also demonstrate its effectiveness through a real-world application to generating adversarial examples from a black-box deep neural network

A Decentralized Architecture for Active Sensor Networks

This thesis is concerned with the Distributed Information Gathering (DIG) problem in which a Sensor Network is tasked with building a common representation of environment. The problem is motivated by the advantages offered by distributed autonomous sensing systems and the challenges they present. The focus of this study is on Macro Sensor Networks, characterized by platform mobility, heterogeneous teams, and long mission duration. The system under consideration may consist of an arbitrary number of mobile autonomous robots, stationary sensor platforms, and human operators, all linked in a network. This work describes a comprehensive framework called Active Sensor Network (ASN) which addresses the tasks of information fusion, decistion making, system configuration, and user interaction. The main design objectives are scalability with the number of robotic platforms, maximum flexibility in implementation and deployment, and robustness to component and communication failure. The framework is described from three complementary points of view: architecture, algorithms, and implementation. The main contribution of this thesis is the development of the ASN architecture. Its design follows three guiding principles: decentralization, modularity, and locality of interactions. These principles are applied to all aspects of the architecture and the framework in general. To achieve flexibility, the design approach emphasizes interactions between components rather than the definition of the components themselves. The architecture specifies a small set of interfaces sufficient to implement a wide range of information gathering systems. In the area of algorithms, this thesis builds on the earlier work on Decentralized Data Fusion (DDF) and its extension to information-theoretic decistion making. It presents the Bayesian Decentralized Data Fusion (BDDF) algorithm formulated for environment features represented by a general probability density function. Several specific representations are also considered: Gaussian, discrete, and the Certainty Grid map. Well known algorithms for these representations are shown to implement various aspects of the Bayesian framework. As part of the ASN implementation, a practical indoor sensor network has been developed and tested. Two series of experiments were conducted, utilizing two types of environment representation: 1) point features with Gaussian position uncertainty and 2) Certainty Grid maps. The network was operational for several days at a time, with individual platforms coming on and off-line. On several occasions, the network consisted of 39 software components. The lessons learned during the system's development may be applicable to other heterogeneous distributed systems with data-intensive algorithms

Vehicle infrastructure cooperative localization using Factor Graphs

Highly assisted and Autonomous Driving is dependent on the accurate localization of both the vehicle and other targets within the environment. With increasing traffic on roads and wider proliferation of low cost sensors, a vehicle-infrastructure cooperative localization scenario can provide improved performance over traditional mono-platform localization. The paper highlights the various challenges in the process and proposes a solution based on Factor Graphs which utilizes the concept of topology of vehicles. A Factor Graph represents probabilistic graphical model as a bipartite graph. It is used to add the inter-vehicle distance as constraints while localizing the vehicle. The proposed solution is easily scalable for many vehicles without increasing the execution complexity. Finally simulation indicates that incorporating the topology information as a state estimate can improve performance over the traditional Kalman Filter approac